Algorithms for Bilevel Optimization.

Abstract

General multilevel nonlinear optimization problems arise in design of complex systems and can be used as a means of regularization for multicriteria optimization problems. Here for clarity in displaying our ideas, we restrict ourselves to general bilevel optimization problems, and we present two solution approaches. Both approaches use a trust.region globalization strategy, and they can be easily extended to handle the general multilevel problem. We make no convexity assumptions, but we do assume that the problem has a non degenerate feasible set. We consider necessary optimality conditions for the bilevel problem formulations and discuss results that can be extended to obtain multilevel optimization formulations with constraints at each level.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1994
Accession Number
ADA289496

Entities

People

  • J. E. Dennis Jr.
  • Natalia Alexandrov

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  • Algorithms
  • Applied Mathematics
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  • Computer Programming
  • Computers
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  • Engineering
  • Evolutionary Algorithms
  • Globalization
  • Goal Programming
  • Mathematics
  • Multiobjective Optimization
  • Nonlinear Programming
  • Operations Research
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